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MQL5Data/XCAEA/Signals/xcaea.signaller.class.mq5
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2025-05-13 16:32:44 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------------
// Name: XCXCAEASignaller ...
// Description: Class for XCAEA Signaller ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm Class for XCAEA Signaller"
#property strict
//
// Imports ...
#include "../../Classes/x-saherelm.base.class.mq5"
#include "../../Classes/x-saherelm.x-cobject.class.mq5"
#include "../Classes/xcaea.x-poi.detector.class.mq5"
#include "../Classes/xcaea.x-poi.drawer.class.mq5"
#include "../Helpers/xcaea.helper.mq5"
#include "../Libraries/xcaea.signaller.lib.mq5"
//
// Definitions ...
class XCXCAEASignaller : XCBase
{
//
// Public ...
public:
//
// Props ...
bool useGuards;
int poiLoopback;
XCAEAInputs inputs;
XBarTracker barTraker;
XCXCAEAHelper *helper;
XCXCAEAPOIDrawer *drawer;
XBoxZone unAvailableBoxes[];
XCXCAEAHelper *analyseHelper;
XCXCAEAPOIDetector *detector;
XCAEAStrategyConditions mConditions;
XCAEAStrategyConditions mConditionsCollection[];
//
// Constructor ...
XCXCAEASignaller(
string _symbol,
ENUM_TIMEFRAMES _period,
ENUM_TIMEFRAMES _analysePeriod //
)
{
//
symbol = _symbol;
period = _period;
analysePeriod = _analysePeriod;
//
Init();
}
//
// Deconstructor ...
~XCXCAEASignaller()
{
DeInit();
}
//
// Properties ...
/**
* Initialize ...
*/
void Init()
{
//
useGuards = false;
//
barTraker.Init(
symbol,
period //
);
//
// Initial Indicators ...
InitHelper();
//
// Initial POI Detector and Drawer ...
InitDetectorAndDrawer();
//
}
/**
* DeInitialize ...
*/
void DeInit()
{
//
inputs.Clean();
//
// Cleaning Draws ...
drawer.Clear();
//
ZeroMemory(drawer);
ZeroMemory(helper);
ZeroMemory(detector);
ZeroMemory(analyseHelper);
//
mConditions.Clean();
Clean(mConditionsCollection);
//
mObjects.Clear();
mBarObjects.Clear();
//
barTraker.Clean();
}
//
string GetSymbol()
{
return symbol;
}
//
ENUM_TIMEFRAMES GetPeriod()
{
return period;
}
//
// Signaller Tools ...
/**
* Detect Setup Conditions based on Signalling ...
*
* @param maxAllowedSLDistanceInPoint: int, Max Allowed SL Distance in Points (if Bigger thn Zero Provided) ...
*
* @return ( bool )
*/
bool DetectSignalSetup(
double tpReward = 3,
double maxAllowedSLDistanceInPoint = 100 //
)
{
//
bool result = false;
//
// Check Bar Processing ...
if (!barTraker.CanProcessBar())
{
return result;
}
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
int idx = -1;
int count = 0;
bool has = false;
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
XOHCL zBar;
XOHCL cBar;
XOHCL pBar;
XOHCL pPBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
result =
result &&
zBar.GetPreviousBar(cBar);
result =
result &&
cBar.GetPreviousBar(pBar);
result =
result &&
pBar.GetPreviousBar(pPBar);
if (!result)
{
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
pPBar.Clean();
//
return result;
}
//
// Detect Pivots ...
detector.Detect(zIndex);
//
// Validate Pivots ...
detector.Validate(
unAvailableBoxes,
zIndex //
);
//
// Draw Pivots ...
// drawer.Draw(cTime);
//
// Setup Conditions ...
XBoxZone decisionZone;
XCAEAConditions conditions;
bool hasDecisionZone = false;
ENUM_X_DIRECTION decisionZoneDir = X_DIRECTION_NONE;
//
// Checking Signal's Decision Zone ...
// On Analyse Time Frame ...
hasDecisionZone = DetectDecisionZone(
analyseHelper,
drawer,
decisionZone,
decisionZoneDir,
unAvailableBoxes,
conditions,
zIndex,
loopback //
);
//
// Make Signal Box UnAvailable ...
if (hasDecisionZone)
{
//
AddRef(
decisionZone,
unAvailableBoxes //
);
}
//
isBullish = hasDecisionZone &&
IsBullish(decisionZoneDir);
//
isBearish = hasDecisionZone &&
IsBearish(decisionZoneDir);
//
result = isBullish ||
isBearish;
if (result)
{
//
// Do What we Want ...
barTraker.Waits();
//
double pivot = isBullish
? decisionZone.lower
: decisionZone.upper;
//
double point = isBullish
? decisionZone.upper
: decisionZone.lower;
//
// Prepare Conditions ...
mConditions.point = point;
mConditions.pivot = pivot;
mConditions.symbol = symbol;
mConditions.period = period;
mConditions.time = zBar.time;
mConditions.reward = tpReward;
mConditions.provider = "XCAEA";
mConditions.setupTime = zBar.time;
mConditions.dir = decisionZoneDir;
mConditions.conditions = conditions;
mConditions.decisionZone = decisionZone;
}
//
// Cleanup Resource ...
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
pPBar.Clean();
//
conditions.Clean();
decisionZone.Clean();
//
return result;
}
/**
* Detect Trigger Conditions for Specified Signal ...
*
* @param conditions: XCAEAStrategyConditions instance Reference, Specified Signal Conditions ...
* @param maxAllowedSetupAge: specified Setup Age for Expiration (if bigger than Zero) ...
*
* @return ( bool )
*/
bool DetectSignalTrigger(
XCAEAStrategyConditions &conditions,
int barIndex = 0,
int maxAllowedSetupAge = 576 //
)
{
//
bool result = false;
//
barIndex = NormalizeInt(barIndex, 0);
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
helper.GetConditions(
conditions.conditions,
barIndex //
);
//
bool isBullish = IsBullish(setupDir);
bool isBearish = IsBearish(setupDir);
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
bool has = false;
int loopback = 10;
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
// Check Signal Validation ...
// IMPORTANT: since all Validations done in SetUp Process ...
// here we only Execute Signal ...
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Checking Trigger Conditions ...
double sl = 0;
double tp = 0;
ENUM_X_DIRECTION triggerDir = X_DIRECTION_NONE;
int toIDX = conditions.decisionZone.ToIndex();
int fromIDX = conditions.decisionZone.FromIndex();
//
XBoxZone decisionOBs[];
ENUM_XCA_PIVOTS allowedTypes[];
if (isBullish)
{
//
Add(
XCA_OB_BULL,
allowedTypes //
);
}
else
{
//
Add(
XCA_OB_BEAR,
allowedTypes //
);
}
int decisionOBsCount = detector.FillPivots(
conditions.decisionZone,
decisionOBs,
unAvailableBoxes,
allowedTypes,
cTime //
);
//
CArrayObj *iObjects;
iObjects = new CArrayObj();
//
// Checking Trigger Cond 0 ...
bool canTriggerCond0 = false;
// CanTriggerCond0(
// helper,
// conditions.decisionZone,
// triggerDir,
// sl,
// tp,
// barIndex //
// );
//
// Checking Trigger Cond 1 ...
bool canTriggerCond1 = false;
// CanTriggerCond1(
// helper,
// conditions.decisionZone,
// triggerDir,
// sl,
// tp,
// barIndex //
// );
//
// Checking Trigger Cond 2 ...
bool canTriggerCond2 = CanTriggerCond2(
helper,
conditions.decisionZone,
decisionOBs,
triggerDir,
sl,
tp,
iObjects,
barIndex //
);
//
// Checking Trigger Cond 3 ...
bool canTriggerCond3 = false;
// CanTriggerCond3(
// helper,
// conditions.decisionZone,
// triggerDir,
// sl,
// tp,
// iObjects,
// barIndex //
// );
//
// Update Signal Box To ...
conditions.decisionZone.to = cTime;
//
// Draw Decision Zone ...
XCBoxObject *iDecisionObj;
has = helper.poiDrawer.DrawBox(
conditions.decisionZone,
iDecisionObj //
);
if (has)
{
mObjects.Add(iDecisionObj);
}
ZeroMemory(iDecisionObj);
//
// Drw Box Range Middle ...
double decisionMiddlePrice = conditions.decisionZone.GetMid();
string iDecisionMiddleName = conditions.decisionZone.GetMiddleTag();
CChartObjectTrend *iDecisionMiddleObj;
iDecisionMiddleObj = new CChartObjectTrend();
has = iDecisionMiddleObj.Create(
0,
iDecisionMiddleName,
0,
conditions.decisionZone.from,
decisionMiddlePrice,
conditions.decisionZone.to,
decisionMiddlePrice //
);
if (has)
{
//
iDecisionMiddleObj.Width(2);
iDecisionMiddleObj.Style(STYLE_DASH);
//
color iColor =
conditions.decisionZone.IsBullish()
? clrAqua
: clrMagenta;
iDecisionMiddleObj.Color(iColor);
//
mObjects.Add(iDecisionMiddleObj);
}
ZeroMemory(iDecisionMiddleObj);
//
for (int i = 0; i < iObjects.Total(); i++)
{
mObjects.Add(iObjects.At(i));
}
// iObjects.Clear();
// ZeroMemory(iObjects);
//
// Summarizing Result ...
result =
canTriggerCond0 ||
canTriggerCond1 ||
canTriggerCond2 ||
canTriggerCond3;
//
isBullish = result &&
IsBullish(triggerDir);
isBearish = result &&
IsBearish(triggerDir);
//
// Configure Conditions for Preparing Signal ...
if (result)
{
//
// Reconfigure Position TP/SL Entry and etc ...
//
double entry = GetEntry(
conditions.symbol,
triggerDir //
);
conditions.entry = entry;
//
if (tp > 0.0)
{
//
Add(
tp,
conditions.targets //
);
}
//
double spred = GetSpread(conditions.symbol);
//
double risk = MathAbs(entry - sl) + spred;
double reward = (risk * conditions.reward);
tp =
isBullish
? entry + reward
: entry - reward;
//
// Handling RF ...
double rfReward = risk * 1.95;
double rfPrice =
isBullish
? entry + rfReward
: entry - rfReward;
Add(
rfPrice,
conditions.targets //
);
//
rfReward = risk * 2.95;
rfPrice =
isBullish
? entry + rfReward
: entry - rfReward;
Add(
rfPrice,
conditions.targets //
);
//
// Handling Partial Close ...
// conditions.partialCloseOnTPLevel = 1;
// conditions.partialCloseMultiplier = 0.5;
//
conditions.sl = sl;
conditions.tp = tp;
conditions.dir = triggerDir;
conditions.triggerTime = cTime;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
}
//
// Validating Conditions if not Triggered ...
if (!result)
{
//
// Check Box Age ...
int age = conditions.GetSetupAge();
bool has = age <= maxAllowedSetupAge;
if (!has)
{
conditions.Clean();
}
//
// Checking Decision Zone Validation ...
bool isValid = conditions.decisionZone.IsValid();
if (!isValid)
{
conditions.Clean();
}
//
// Check Box Price ...
has = IsBoxBreaked(
helper,
conditions.decisionZone,
barIndex //
);
if (has)
{
conditions.Clean();
}
}
//
// Cleanup ...
//
return result;
}
/**
* Detect Guards bsed on Signalling Class ...
*
* @param guards: XCAEAGuard instance Collection, Holds Provided Guards ...
* @param positions: XPosition instance Collection, Provides Signalling Based Positions for Apply Guards on them ...
* @param provider: X121SMCStrategySignalProviderData instance Reference, Specified Data for Cycles ...
*
* @return ( bool )
*/
bool DetectGuards(
XCAEAGuard &guards[],
const XPosition &positions[] //
)
{
//
bool result = false;
//
return result;
}
/**
* Add Conditions to Conditions Collection if not Exists ...
*
* @param maxAllowed: int, Specified Max Allowed Holding Conditions ...
*
* @return ( int )
*/
int AddConditionsIfNotExists(
int maxAllowed = 10 //
)
{
//
int result = 0;
//
bool isSetuped = IsValid(mConditions.setupTime) &&
HasDirection(mConditions.dir);
if (!isSetuped)
{
return result;
}
//
int count = ArraySize(mConditionsCollection);
if (IsValidSize(count))
{
//
// Copy Original Items ...
XCAEAStrategyConditions tmpItems[];
Copy(
mConditionsCollection,
tmpItems //
);
//
// Prese Item Data ...
bool isBullish = IsBullish(mConditions.dir);
//
for (int i = 0; i < count; i++)
{
//
XCAEAStrategyConditions iItem = tmpItems[i];
//
bool canRemove = mConditions.dir == iItem.dir &&
mConditions.pivot == iItem.pivot;
if (canRemove)
{
//
ArrayRemove(
mConditionsCollection,
i,
1 //
);
}
}
//
Clean(tmpItems);
}
//
AddRef(
mConditions,
mConditionsCollection //
);
//
// Remove Olds ...
CleanupArray(
mConditionsCollection,
maxAllowed //
);
//
result = ArraySize(mConditionsCollection);
//
return result;
}
//
// Protected ...
protected:
//
//
// Private ...
private:
//
// Props ...
string symbol;
ENUM_TIMEFRAMES period;
ENUM_TIMEFRAMES analysePeriod;
//
CArrayObj mObjects;
CArrayObj mBarObjects;
//
void InitHelper()
{
//
inputs.Default();
//
// Configure Indicators ...
//
// XCC ...
inputs.ccInputs.showCandles = true;
//
// XCT ...
inputs.ctInputs.showCandleTime = true;
//
// X3MA ...
//
inputs.x3maInputs.applyColor = true;
//
inputs.x3maInputs.fastLength = 5;
//
inputs.x3maInputs.showFast = false;
inputs.x3maInputs.showSlow = false;
inputs.x3maInputs.showMedium = false;
//
// XCA ...
//
// inputs.caInputs.sarStep = 0.001;
// inputs.caInputs.sarMax = 0.05;
//
inputs.caInputs.supResSmoothingLength = 7;
inputs.caInputs.supResSmoothingMode = X_MA_MODE_NONE;
//
inputs.caInputs.showKI = false;
inputs.caInputs.showTKI = false;
inputs.caInputs.showMAH = false;
inputs.caInputs.showMAL = false;
inputs.caInputs.showMAC = false;
inputs.caInputs.showSar = false;
inputs.caInputs.showVidya = false;
inputs.caInputs.showTrend = false;
inputs.caInputs.showSwings = true;
inputs.caInputs.showFiboLevel1 = false;
inputs.caInputs.showFiboLevel2 = false;
inputs.caInputs.showFiboLevel3 = false;
inputs.caInputs.showFiboLevel4 = false;
inputs.caInputs.showFiboLevel5 = false;
inputs.caInputs.showPeaksAndVales = true;
inputs.caInputs.showPeakAndValeGolden = false;
inputs.caInputs.showSupportAndResistance = false;
//
// XOSCS ...
// inputs.oscsInputs.rsiLength = 5;
// inputs.oscsInputs.rsiOBLevel = 90;
// inputs.oscsInputs.rsiOSLevel = 10;
// inputs.oscsInputs.cciLength = 7;
// inputs.oscsInputs.cciOBLevel = 130;
// inputs.oscsInputs.cciOSLevel = -130;
// inputs.oscsInputs.mfiLength = 5;
// inputs.oscsInputs.rviLength = 5;
//
// Oscillators Views ...
inputs.showRSI = false;
inputs.showCCI = false;
inputs.showMFI = false;
inputs.showRVI = false;
inputs.showADX = false;
inputs.showMACD = false;
//
//
//
//
// XCAEA Helper ...
helper = new XCXCAEAHelper();
helper.Init(
symbol,
period,
inputs //
);
//
// XCAEA Analyse Helper ...
analyseHelper = new XCXCAEAHelper();
analyseHelper.Init(
symbol,
analysePeriod,
inputs //
);
}
//
void InitDetectorAndDrawer()
{
//
// Initialize and Configure Detector ...
detector = new XCXCAEAPOIDetector(helper);
//
// Common Configurations ...
detector.maxAllowedPivots = 0;
detector.pivotVerifications = 5;
detector.ticksDividerInPoints = 15;
detector.pivotDetectionLoopbac = 200;
//
// Configure Detector ...
//
// SWING ...
//
detector.maxAllowedSwingLifetime = 0;
//
detector.detectSWLPivots = false;
detector.detectSWHPivots = false;
//
// PV ...
//
detector.maxAllowedPVLifetime = 0;
detector.applySwingsOnPVPivots = false;
detector.selectRejectedPVPivots = false;
detector.selectEngulfedPVPivots = false;
detector.applySupportAndResistanceOnPVPivots = false;
//
detector.detectPeakPivots = true;
detector.detectValePivots = true;
//
// OB ...
detector.maxAllowedOBLifetime = 0;
//
detector.detectOBBullishPivots = true;
detector.detectOBBearishPivots = true;
//
// FVG ...
//
detector.selectSameBarFVGs = false;
detector.maxAllowedFVGLifetime = 0;
detector.validateFVGUsingPV = false;
detector.applyPVToFVGBoundary = false;
detector.selectRejectedFVGPivots = false;
detector.selectEngulfedFVGPivots = false;
detector.validateFVGUsingManalyser = false;
detector.applyLastBarToFVGBoundary = false;
detector.selectOnlyFVGWhichHasIndirectionalLastBar = false;
//
detector.detectFVGBullishPivots = false;
detector.detectFVGBearishPivots = false;
//
// TREND ...
//
detector.maxAllowedTrendLifetime = 0;
detector.detectTrendBullishPivots = false;
detector.detectTrendBearishPivots = false;
//
// DRAWER ...
//
// Initialize and Configure Drawer ...
drawer = new XCXCAEAPOIDrawer(detector);
//
drawer.ignoreUpdateOSCTos = true;
//
// Configure Drawer ...
drawer.drawSWHPivots = false;
drawer.drawSWLPivots = false;
drawer.drawPeakPivots = true;
drawer.drawValePivots = true;
drawer.drawOBBullishPivots = false;
drawer.drawOBBearishPivots = false;
drawer.drawFVGBullishPivots = false;
drawer.drawFVGBearishPivots = false;
drawer.drawTrendBullishPivots = false;
drawer.drawTrendBearishPivots = false;
//
// Configure Styles ...
//
// SWING ...
//
// SWH ...
XCAPivotStyle swhStyle;
swhStyle.width = 2;
swhStyle.clr = clrMagenta;
swhStyle.style = STYLE_SOLID;
drawer.swhPivotStyle = swhStyle;
swhStyle.Clean();
//
// SWL ...
XCAPivotStyle swlStyle;
swlStyle.width = 2;
swlStyle.clr = clrAqua;
swlStyle.style = STYLE_SOLID;
drawer.swlPivotStyle = swlStyle;
swlStyle.Clean();
//
// PV ...
//
// PEAK ...
XCAPivotStyle peakStyle;
peakStyle.width = 2;
peakStyle.clr = clrMagenta;
peakStyle.style = STYLE_SOLID;
drawer.peakPivotStyle = peakStyle;
peakStyle.Clean();
//
// VALE ...
XCAPivotStyle valeStyle;
valeStyle.width = 2;
valeStyle.clr = clrAqua;
valeStyle.style = STYLE_SOLID;
drawer.valePivotStyle = valeStyle;
valeStyle.Clean();
//
// OB ...
//
// Bullish ...
XCAPivotStyle obBullishStyle;
obBullishStyle.width = 2;
obBullishStyle.clr = clrLime;
obBullishStyle.style = STYLE_DASH;
drawer.obBullishPivotStyle = obBullishStyle;
obBullishStyle.Clean();
//
// Bearish ...
XCAPivotStyle obBearishStyle;
obBearishStyle.width = 2;
obBearishStyle.clr = clrRed;
obBearishStyle.style = STYLE_DASH;
drawer.obBearishPivotStyle = obBearishStyle;
obBearishStyle.Clean();
//
// FVG ...
//
// Bullish ...
XCAPivotStyle fvgBullishStyle;
fvgBullishStyle.width = 2;
fvgBullishStyle.clr = clrLime;
fvgBullishStyle.style = STYLE_DASH;
drawer.fvgBullishPivotStyle = fvgBullishStyle;
fvgBullishStyle.Clean();
//
// Bearish ...
XCAPivotStyle fvgBearishStyle;
fvgBearishStyle.width = 2;
fvgBearishStyle.clr = clrRed;
fvgBearishStyle.style = STYLE_DASH;
drawer.fvgBearishPivotStyle = fvgBearishStyle;
fvgBearishStyle.Clean();
//
// TREND ...
//
// Bullish ...
XCAPivotStyle trendBullishStyle;
trendBullishStyle.width = 2;
trendBullishStyle.clr = clrLime;
trendBullishStyle.style = STYLE_DOT;
drawer.trendBullishPivotStyle = trendBullishStyle;
trendBullishStyle.Clean();
//
// Bearish ...
XCAPivotStyle trendBearishStyle;
trendBearishStyle.width = 2;
trendBearishStyle.clr = clrRed;
trendBearishStyle.style = STYLE_DOT;
drawer.trendBearishPivotStyle = trendBearishStyle;
trendBearishStyle.Clean();
}
//
};
//